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Type 'q()' to quit R. > x <- c(627,696,825,677,656,785,412,352,839,729,696,641,695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,707,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858,775,785,1006,789,734,906,532,387,991,841) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '60' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1g2sq1260716947.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26ghe1260716947.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.350711819 -0.221817474 0.281316761 -0.323782650 [6] 0.045942528 0.199778473 -0.274462387 0.223587401 0.052424833 [11] -0.158966184 0.221946372 -0.166046003 -0.227083037 0.267953012 [16] 0.018278460 -0.167855490 0.149103987 0.023769854 -0.149323635 [21] 0.150988644 -0.040563789 -0.095518693 0.167260385 -0.196250635 [26] 0.083660432 0.039413637 -0.158682836 0.150349106 0.091482437 [31] -0.165854298 0.092995731 -0.117392458 -0.050550340 0.126556230 [36] -0.046794744 0.008017455 0.067383433 -0.032852786 0.037560480 [41] -0.090643029 -0.033069962 0.018941355 0.051666429 0.006186210 [46] 0.033008993 -0.045752612 0.010293124 -0.026775221 -0.055719359 [51] 0.048357137 0.008426829 0.041876177 -0.015329878 -0.011311007 [56] -0.011598110 0.016182531 > (mypacf <- c(rpacf$acf)) [1] -0.350711819 -0.393176482 0.047266028 -0.347502320 -0.166431629 [6] -0.064265529 -0.241481702 0.018949210 -0.006306543 0.063810315 [11] 0.193060049 0.042497502 -0.175121270 -0.058391327 0.130760805 [16] -0.115780167 -0.114921561 0.082934727 -0.094119339 0.017839742 [21] 0.087516732 0.058747463 0.142651389 -0.086169192 0.036196193 [26] -0.213870539 -0.066032603 -0.074031319 -0.022810222 0.050419508 [31] 0.018764640 -0.146252685 -0.086941377 -0.017331727 -0.012511361 [36] -0.097008680 -0.046080222 -0.010638044 0.016635757 -0.088542428 [41] 0.008029920 0.002516403 0.030777883 -0.031036865 0.008733993 [46] -0.068480568 0.073060640 -0.093329570 -0.144935399 -0.038272181 [51] -0.015373685 0.026935114 -0.053353676 0.044355132 0.029881580 [56] -0.018671276 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/3ok7m1260716947.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/47f811260716947.tab") > > try(system("convert tmp/1g2sq1260716947.ps tmp/1g2sq1260716947.png",intern=TRUE)) character(0) > try(system("convert tmp/26ghe1260716947.ps tmp/26ghe1260716947.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.579 0.322 0.694